+481.0%
MPWR vs FROG
+59.4%
+421.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.7% | -6.6% | -4.6% |
| 7D | +16.8% | +12.5% | +4.3% | +13.6% |
| 30D | +11.9% | +23.5% | -11.7% | +4.7% |
| 3M | +2.2% | +19.4% | -17.2% | -4.2% |
| 6M | -15.5% | +77.0% | -92.5% | -30.1% |
| YTD | +54.2% | +81.9% | -27.7% | +20.9% |
| 1Y | +51.5% | +90.7% | -39.2% | +16.5% |
| 3Y | +180.2% | +328.5% | -148.3% | +47.1% |
| 5Y | +156.8% | +207.0% | -50.3% | +37.0% |
| All | +481.0% | +59.4% | +421.6% | +240.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling